Annual Report - SEI

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U.S. High Yield Bond Fund Statement of Investment Portfolio AS AT DECEMBER 31, 2009 Par Interest Maturity Average Fair Value Rate Date Cost Value $ % $ $ HCA Inc., Callable 290,000 9.250 2016/11/15 321,932 326,443 HCA Inc., Callable 1,200,000 9.625 2016/11/15 1,350,411 1,361,807 Headwaters Inc., Callable 210,000 11.375 2014/11/01 221,072 229,510 Health Management Associates Inc., Callable 307,000 6.125 2016/04/15 302,682 301,728 Helix Energy Solutions Group Inc., Callable 305,000 9.500 2016/01/15 330,083 327,740 Hercules Offshore Inc., Callable 210,000 10.500 2017/10/15 216,089 232,262 Hertz Corp. (The), Callable 140,000 10.500 2016/01/01 156,916 156,676 Hertz Corp., Callable 180,000 8.875 2014/01/01 193,804 192,949 Hexion Sepcialty Chemicals Inc., Callable 170,000 9.750 2014/11/15 156,251 174,655 Hilcorp Energy I L.P. / Hilcorp Finance Co., Callable 215,000 7.750 2015/11/01 219,222 220,887 Holly Corp., Callable 175,000 9.875 2017/06/15 185,440 193,093 Hologic Inc., Convertible 120,000 2.000 2037/12/15 105,542 107,403 Host Hotels & Resorts Inc., Series ‘Q’, Callable 400,000 6.750 2016/06/01 402,838 417,243 Hovnanian Enterprises Inc., Callable 100,000 10.625 2016/10/15 105,677 109,553 Hughes Network Systems LLC / HNS Finance Corp., Callable 200,000 9.500 2014/04/15 218,892 216,484 Huntsman International LLC 160,000 5.500 2016/06/30 150,268 148,866 Huntsman International LLC, Callable 50,000 7.875 2014/11/15 48,474 51,238 Inergy L.P. / Inergy Finance Corp., Callable 15,000 8.750 2015/03/01 16,333 16,158 Inergy L.P., Callable 100,000 6.875 2014/12/15 102,452 103,525 Inergy L.P., Callable 10,000 8.250 2016/03/01 10,529 10,641 Ingles Markets Inc., Callable 115,000 8.875 2017/05/15 124,015 125,383 Intelsat (Bermuda) Ltd., Callable, Step Coupon 395,000 11.250 2017/02/04 425,245 415,133 Interface Inc., Callable 95,000 11.375 2013/11/01 110,443 111,295 Interline Brands Inc., Callable 95,000 8.125 2014/06/15 101,833 100,091 International Coal Group, Callable 235,000 10.250 2014/07/15 231,504 236,816 International Lease Finance Corp., Series ‘R’ 280,000 5.625 2013/09/20 246,787 230,254 International Lease Finance Corp., Series ‘R’ 250,000 6.625 2013/11/15 216,613 210,977 Intertape Polymer US Inc. 130,000 8.500 2014/08/01 109,239 116,694 Inverness Medical Innovations Inc., Callable 140,000 9.000 2016/05/15 148,301 150,438 IPCS Inc., Variable Rate, Callable 217,437 3.531 2014/05/01 177,054 193,758 Iron Mountain Inc., Callable 295,000 8.750 2018/07/15 331,984 320,861 Jaden Corp., Callable 50,000 7.500 2017/05/01 51,942 52,286 Jarden Corp., Callable 300,000 8.000 2016/05/01 334,168 324,726 JBS USA LLC, Callable 150,000 11.625 2014/05/01 175,536 178,088 JC Penney Corp. Inc. 125,000 7.950 2017/04/01 134,753 143,165 JDA Software Group Inc., Callable 300,000 8.000 2014/12/15 315,941 320,795 Jefferies Group Inc., Callable 250,000 8.500 2019/07/15 282,084 286,495 JohnsonDiversey Holdings Inc., Callable 125,000 8.250 2019/11/15 132,698 132,682 JohnsonDiversey Holdings Inc., Callable 430,000 10.500 2020/05/15 440,808 453,044 K Hovnanian Enterprises Inc., Callable 150,000 7.500 2016/05/15 125,192 112,436 Key Energy Services Inc., Callable 225,000 8.375 2014/12/01 227,468 236,468 Koppers Inc., Callable 55,000 7.875 2019/12/01 58,339 58,236 L-3 Communications Corp., Series ‘B’, Callable 350,000 6.375 2015/10/15 367,020 368,298 LaBranche & Co. Inc., Callable 360,000 11.000 2012/05/15 370,755 362,782 Landry’s Restaurants Inc., Callable 516,000 11.625 2015/12/01 539,885 573,406 Leap Wireless International Inc., Convertible 135,000 4.500 2014/07/15 109,922 117,114 Level 3 Communications Inc., Convertible, Callable 65,000 5.250 2011/12/15 62,217 64,650 Level 3 Financing Inc., Callable 250,000 9.250 2014/11/01 244,111 247,673 Levi Strauss & Co., Callable 150,000 8.875 2016/04/01 157,368 164,525 Linn Energy LLC, Callable 30,000 11.750 2017/05/15 35,347 35,303 Lions Gate Entertainment Inc., Callable 250,000 10.250 2016/11/01 250,381 259,794 M/I Homes Inc., Callable 100,000 6.875 2012/04/01 101,663 98,807 MacDermid Inc., Callable 265,000 9.500 2017/04/15 261,646 277,813 Macy’s Retail Holdings Inc., Callable 225,000 6.375 2037/03/15 196,069 199,318 Macy’s Retail Holdings Inc., Callable 25,000 6.700 2034/07/15 21,714 22,802 Macy’s Retail Holdings Inc., Callable 400,000 7.875 2015/07/15 441,002 462,322 Mariner Energy Inc., Callable 250,000 8.000 2017/05/15 250,978 251,604 MarkWest Energy Partners L.P., Series ‘B’, Callable 335,000 8.750 2018/04/15 361,585 361,733 McJunkin Red Man Corp., Callable 300,000 9.500 2016/12/15 309,887 307,429 (See accompanying notes) SUHY 98
U.S. High Yield Bond Fund Statement of Investment Portfolio AS AT DECEMBER 31, 2009 Par Interest Maturity Average Fair Value Rate Date Cost Value $ % $ $ McMoRan Exploration Co., Callable 500,000 11.875 2014/11/15 527,207 537,279 Mediacom LLC/Mediacom Capital Corp., Callable 100,000 9.125 2019/08/15 109,627 106,932 MetroPCS Wireless Inc., Callable 605,000 9.250 2014/11/01 660,257 642,180 MGM MIRAGE 330,000 11.375 2018/03/01 342,594 309,630 MGM MIRAGE 175,000 13.000 2013/11/15 217,016 210,522 MGM Mirage Inc., Callable 500,000 8.380 2011/02/01 511,212 496,656 MGM MIRAGE, Callable 350,000 5.875 2014/02/27 288,324 293,997 MGM MIRAGE, Callable 15,000 7.625 2017/01/15 12,178 12,226 MGM MIRAGE, Callable 350,000 11.125 2017/11/15 412,283 406,367 Mirant Americas Generation LLC, Callable 335,000 8.500 2021/10/01 313,181 333,637 Mirant North America LLC, Callable 175,000 7.380 2013/12/31 183,749 181,397 Mohegan Tribal Gaming Authority, Callable 55,000 6.875 2015/02/15 36,316 37,479 Mohegan Tribal Gaming Authority, Callable 140,000 7.125 2014/08/15 105,915 99,986 Momentive Performance Materials Inc., Callable 95,000 12.500 2014/06/15 108,185 109,553 Murray Energy Corp., Callable 165,000 10.250 2015/10/15 171,201 172,113 National Life Insurance Co., Callable 110,000 10.500 2039/09/15 117,766 120,042 Navistar International Corp., Callable 320,000 8.250 2021/11/01 329,699 343,859 Neiman Marcus Group Inc., Callable 230,000 9.000 2015/10/15 209,194 235,695 Newell Rubbermaid Inc., Callable 175,000 10.600 2019/04/15 224,813 230,783 NewPage Corp., Callable 260,000 11.375 2014/12/31 267,587 275,297 Nielsen Co. (The), Callable 145,000 10.000 2014/08/01 155,150 158,471 Nielsen Finance LLC / Nielsen Finance Co., Callable 100,000 11.500 2016/05/01 111,058 117,153 Nielsen Finance LLC / Nielsen Finance Co., Callable 85,000 12.500 2016/08/01 70,032 81,313 NII Capital Corp., Callable 200,000 10.000 2016/08/15 225,393 219,629 Noranda Aluminum Acquisition Corp., Floating Rate, Callable 154,622 5.274 2015/05/15 115,848 125,829 Norcraft Co., Callable 101,000 9.750 2012/09/01 100,378 101,648 Norcraft Cos. L.P. / Norcraft Finance Corp., Callable 150,000 10.500 2015/12/15 154,247 161,184 NRG Energy Inc., Callable 655,000 7.380 2016/02/01 689,000 687,528 Nuveen Investments Inc., Callable 875,000 10.500 2015/11/15 810,401 832,455 Open Solutions Inc., Callable 250,000 9.750 2015/02/01 191,187 201,480 Orion Power Holdings Inc., Callable 150,000 12.000 2010/05/01 168,240 161,184 OSI Restaurant Partners Inc., Callable 120,000 10.000 2015/06/15 114,596 111,020 Owens-Brockway Glass Container Inc., Callable 125,000 7.375 2016/05/15 135,283 135,303 PAETEC Holding Corp., Callable 300,000 8.875 2017/06/30 311,983 318,436 PAETEC Holding Corp., Callable 95,000 9.500 2015/07/15 92,655 95,859 Peabody Energy Corp., Callable 100,000 7.375 2016/11/01 106,782 108,111 Petrohawk Energy Corp., Callable 540,000 7.875 2015/06/01 568,164 571,770 Petroleum Development Corp., Callable 120,000 12.000 2018/02/15 123,483 129,733 PHH Corp., Callable 210,000 7.125 2013/03/01 193,402 203,642 Pinnacle Entertainment Inc., Callable 270,000 7.500 2015/06/15 262,912 260,410 Pinnacle Foods Finance LLC, Callable 500,000 10.625 2017/04/01 556,646 545,142 Pinnacle Foods Finance LLP, Callable 170,000 9.250 2015/04/01 179,606 180,893 Plastipak Holdings Inc., Callable 105,000 8.500 2015/12/15 112,404 112,966 Plastipak Holdings Inc., Callable 105,000 10.625 2019/08/15 119,587 121,360 PolyOne Corp., Callable 300,000 8.875 2012/05/01 320,805 323,940 Pregis Corp., Callable 375,000 12.375 2013/10/15 363,041 380,846 Pride International Inc. 100,000 8.500 2019/06/15 118,132 121,084 Protective Life Corp., Callable 300,000 8.450 2039/10/15 317,131 303,402 Psychiatric Solutions Inc., Series ‘1’, Callable 200,000 7.750 2015/07/15 209,386 202,856 Quest Corp. 125,000 7.250 2025/09/15 116,270 121,215 Quicksilver Resources Inc., Callable 160,000 7.125 2016/04/01 154,507 156,414 Quicksilver Resources Inc., Callable 50,000 8.250 2015/08/01 52,388 53,728 Quicksilver Resources Inc., Callable 50,000 11.750 2016/01/01 60,398 59,494 Quiksilver Inc., Callable 225,000 6.875 2015/04/15 177,553 193,421 Quintiles Transnational Corp., Pay-In-Kind, Callable 100,000 9.500 2014/12/30 102,939 105,359 QVC Inc., Callable 75,000 7.500 2019/10/01 78,868 80,199 Qwest Capital Funding Inc., Callable 115,000 7.750 2031/02/15 98,669 102,476 Qwest Communications International Inc., Callable 100,000 7.500 2014/02/15 103,041 105,228 Qwest Communications International Inc., Series ‘B’, Callable 405,000 7.500 2014/02/15 432,167 426,174 SUHY (See accompanying notes) 99
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Annual Report for the period ended
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March 9, 2010 Auditors’ Report Pr
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Canadian Equity Fund Statement of I
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Canadian Equity Fund Summary of Inv
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Canadian Equity Fund Statements of
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Canadian Small Company Equity Fund
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U.S. Large Company Equity Fund Stat
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U.S. Small Company Equity Fund Stat
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U.S. Small Company Equity Fund Summ
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EAFE Equity Fund Statement of Inves
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EAFE Equity Fund Statement of Inves
Page 48 and 49: EAFE Equity Fund Statement of Inves
Page 56 and 57: EAFE Equity Fund Notes to Statement
Page 58 and 59: EAFE Equity Fund Statements of Net
Page 60 and 61: Emerging Markets Equity Fund Statem
Page 66 and 67: Emerging Markets Equity Fund Summar
Page 70 and 71: Canadian Fixed Income Fund Statemen
Page 78 and 79: Canadian Fixed Income Fund Interest
Page 82 and 83: Long Duration Bond Fund Statement o
Page 84 and 85: Long Duration Bond Fund Statements
Page 86 and 87: Real Return Bond Fund Statement of
Page 88 and 89: Real Return Bond Fund Statements of
Page 90 and 91: Short Term Bond Fund Statement of I
Page 92 and 93: Short Term Bond Fund Notes to State
Page 94 and 95: Short Term Bond Fund Statements of
Page 96 and 97: U.S. High Yield Bond Fund Statement
Page 106 and 107: Money Market Fund Statement of Inve
Page 108 and 109: Money Market Fund Statements of Net
Page 110 and 111: International Synthetic Fund Statem
Page 112 and 113: International Synthetic Fund Notes
Page 114 and 115: International Synthetic Fund Statem
Page 116 and 117: U.S. Large Cap Synthetic Fund SCHED
Page 118 and 119: U.S. Large Cap Synthetic Fund State
Page 120 and 121: U.S. MidCap Synthetic Fund Statemen
Page 122 and 123: U.S. MidCap Synthetic Fund Notes to
Page 124 and 125: U.S. MidCap Synthetic Fund Statemen
Page 126 and 127: Enhanced Global Bond Fund Statement
Page 128 and 129: Enhanced Global Bond Fund Statement
Page 130 and 131: Income 100 Fund Statement of Invest
Page 132 and 133: Income 100 Fund Statements of Net A
Page 134 and 135: Income 20/80 Fund Statement of Inve
Page 136 and 137: Income 20/80 Fund Statements of Net
Page 138 and 139: Income 20/80 Fund Statements of Cha
Page 140 and 141: Income 30/70 Fund Notes to Statemen
Page 142 and 143: Income 30/70 Fund Statements of Cha
Page 144 and 145: Conservative Monthly Income Fund No
Page 146 and 147: Conservative Monthly Income Fund St
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Income 40/60 Fund Notes to Statemen
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Income 40/60 Fund Statements of Cha
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Balanced 50/50 Fund Statement of In
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Balanced 50/50 Fund Statements of N
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Balanced 60/40 Fund Statement of In
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Balanced 60/40 Fund Statements of N
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Balanced 60/40 Fund Statements of C
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Balanced Monthly Income Fund Notes
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Balanced Monthly Income Fund Statem
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Growth 70/30 Fund Notes to Statemen
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Growth 70/30 Fund Statements of Cha
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Growth 80/20 Fund Notes to Statemen
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Growth 80/20 Fund Statements of Cha
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Growth 100 Fund Statement of Invest
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Growth 100 Fund Statements of Net A
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Growth 100 Fund Statements of Chang
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Global Growth 100 Fund Notes to Sta
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Global Growth 100 Fund Statements o
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Notes to Financial Statements FOR T
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Annual Report - SEI

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